Endovitsky, Dmitry A.; Korotkikh, Viacheslav V.; … - In: Risks : open access journal 9 (2021) 11, pp. 1-21
financial turbulence to identify hidden market regimes. These are revealed through the ratio of the components, which describe … magnitude components of financial turbulence allowed four hidden regimes to be revealed. These were arranged by the degree of … financial turbulence, conceptually analyzed and assessed from the perspective of their duration. The empirical data demonstrated …